Many people "don't particularly appreciate" having anyone leave links to his own stuff in comments on their Hubs.
These days I only have the comment capsules enabled on my latest Hubs (I had too many old Hubs that "kept me calling me back", since I don't want to have people make comments without my acknowledging them in return.
Anyway, whether I've had comment capsules on all Hubs, some, or only the most recent; I automatically deny any comment that shows up with a link in it. One reason is that I don't want to have to worry about where the link goes. It's just quicker to automatically deny the comment than to get any more involved with it than that.
Another reason, though (and I'll admit it and acknowledge that maybe I'm just kind of picky about this kind of thing), is that pretty much everyone knows how "word is out there" that if people want to leave links to their own stuff "all they need to do is make sure its relevant". So, to me, as soon as someone links to his own stuff it's pretty much a signal that there's a good chance the only reason he came to, and commented on, my Hub was because he was out looking for places where his own link might be relevant. Maybe there are times when that's no the case, but it's what it's sure what it looks like.
Here's where, maybe, I'm just kind of a grouch (or overly sensitive, or something :/ ), but I don't like to feel as if someone has deemed he has a right to use MY page to promote his own stuff (especially these days where what links are on what Hubs can matter. When I put links in my own Hubs I'm really, really, careful that the link goes to a very well established, well respected, authority site. I pretty much don't even link my Hubs to my own writing somewhere else.
Something else is that I don't leave links to my stuff on other people's Hubs because I don't really think it's "the best thing to do". I kind of like others to be equally thoughtful when it comes to my Hubs. Maybe none of this seems very friendly or very "Internet-community-like" of me; but now, more than ever, each of us needs to keep an eye on our own subdomain, links, etc.
None of this answer is intended to come across like "reading the riot act". I just thought sharing this particular perspective, and the concerns, might make sense. Not every cares a whole lot about who leaves links where, but many people do have objections to it.